+454.2%
MDLZ vs TRV
+1,259.0%
-804.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | -3.4% | +1.3% | -1.2% |
| 3M | +1.3% | +26.4% | -25.1% | -5.5% |
| 6M | +6.2% | +19.3% | -13.1% | +0.7% |
| YTD | +15.8% | +28.3% | -12.5% | +7.3% |
| 1Y | +4.1% | +34.3% | -30.2% | -4.8% |
| 3Y | -4.1% | +140.1% | -144.2% | -26.9% |
| 5Y | +13.4% | +155.7% | -142.4% | -16.0% |
| 10Y | +75.7% | +285.5% | -209.8% | +13.0% |
| All | +454.2% | +1,259.0% | -804.7% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling